Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.55 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47345.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45947.93 Kr¶

PnL: ---------------------------------------> -940.64 Kr¶

DD now: ---------------------------------> -2.64 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:37:08.185334'

Anic Portfolio¶

This Week¶

Return: -1.203 %¶

Total¶

Return: 54.968 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 0.820000 3511.900000 57.900000 1.680000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 392.800000 37.800000 10.650000 355.000000
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Resurs Holding 22 0.670000 597.740000 23.740000 4.140000 573.999998
Intrum 4 0.990000 550.200000 23.200000 4.400000 527.000000
SAAB B 8 -1.280000 3399.200000 22.200000 0.660000 3377.000000
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Swedbank A 3 0.940000 581.250000 17.250000 3.060000 564.000000
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.920000 581.400000 11.400000 2.000000 570.000000
Boozt 12 -0.500000 1663.200000 9.200000 0.560000 1653.999996
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.600000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 0.440000 551.600000 -22.400000 -3.900000 574.000000
International Petroleum Corp. 5 2.630000 566.500000 -28.070000 -4.720000 594.565215
CTEK 13 -4.700000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.000000 2802.800000 -168.200000 -5.660000 2971.000006
OX2 18 -0.700000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -1.690000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45938.540000 -950.030000 -2.6596% 46888.564618

Updated:¶

'2023-01-27 09:36:03.132245'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶